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From: Josep R. <jos...@gm...> - 2023-01-23 20:03:00
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Hello, If with asynchronously you mean with multiple threads I would say the standard answer is no (or it used to be). I think using some compiling flags and taking care of some things it would be possible but is not meant to be used that way. Check the answer from Luigi Ballabio. below as it might help. https://stackoverflow.com/a/47098133/1644395 Thank you, Josep On Mon, Jan 23, 2023 at 1:51 PM Zebang Ni via QuantLib-users < qua...@li...> wrote: > Hi, > > Does anyone experience using ql.Settings.instance().evaluationDate > asynchronously? > > I tried the calculation option Greek theta by changing a small increment > on time variable, which is ql.Settings.instance().evaluationDate here on > ql.DividendVanillaOption. > > It is easy when we do everything one by one. But we are experiencing a > large amount of calculation which requires us to run the calculation > asynchronously. So I need to change ql.Settings.instance().evaluationDate > for each calculation. > > Is there a way I can overwrite this setting parameters for each option > object? > > Thanks, > > Zebang > > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-users > |